Documentation API of the 'cern.colt.matrix.linalg.CholeskyDecomposition' Java class

Class CholeskyDecomposition

  • All Implemented Interfaces:

    public class CholeskyDecompositionextends Objectimplements Serializable
    For a symmetric, positive definite matrix A, the Cholesky decompositionis a lower triangular matrix L so that A = L*L';If the matrix is not symmetric or positive definite, the constructorreturns a partial decomposition and sets an internal flag that maybe queried by the isSymmetricPositiveDefinite() method.
    See Also:
    Serialized Form

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